|
index_ret |
future_ret |
alpha_gain_from_index_future_hedge |
premium+_discount- |
premium_perleftday |
premium_yearly |
alpha_from_future_shorts |
future_last |
future_last_ytd |
future_cost |
index_price |
contract_deal_last_day |
deal_days_left_total |
hold_days |
| hedge_20240314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2402 |
-0.010671 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5462.860 |
20240216 |
0 |
77 |
| CFFEX.IM2403 |
-0.010671 |
-0.00812 |
-0.002551 |
0.001783 |
0.000891 |
0.215737 |
-0.012245 |
5472.6 |
5517.4 |
6039.525 |
5462.860 |
20240315 |
2 |
77 |
| CFFEX.IM2404 |
-0.010671 |
-0.010305 |
-0.000366 |
-0.008468 |
-0.000339 |
-0.081971 |
-0.009995 |
5416.6 |
5473.0 |
5992.6 |
5462.860 |
20240419 |
25 |
77 |
| CFFEX.IM2406 |
-0.010671 |
-0.010595 |
-0.000076 |
-0.025602 |
-0.000388 |
-0.093874 |
- |
5323.0 |
5380.0 |
- |
5462.860 |
20240621 |
66 |
77 |
| CFFEX.IM2409 |
-0.010671 |
-0.010907 |
0.000235 |
-0.043798 |
-0.000664 |
-0.160591 |
- |
5223.6 |
5281.2 |
- |
5462.860 |
20240920 |
129 |
77 |
| CFFEX.IC2402 |
-0.006997 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5377.225 |
20240216 |
0 |
77 |
| CFFEX.IC2403 |
-0.006997 |
- |
- |
- |
- |
- |
- |
- |
5417.0 |
- |
5377.225 |
20240315 |
2 |
77 |
| CFFEX.IC2404 |
-0.006997 |
-0.005077 |
-0.001919 |
-0.00153 |
-0.000061 |
-0.014807 |
- |
5369.0 |
5396.4 |
- |
5377.225 |
20240419 |
25 |
77 |
| CFFEX.IC2406 |
-0.006997 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5377.225 |
20240621 |
66 |
77 |
| CFFEX.IC2409 |
-0.006997 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5377.225 |
20240920 |
129 |
77 |
| CFFEX.IF2402 |
-0.004860 |
- |
- |
- |
- |
- |
- |
- |
3388.0 |
- |
3555.000 |
20240216 |
0 |
77 |
| CFFEX.IF2403 |
-0.004860 |
- |
- |
- |
- |
- |
- |
- |
3577.8 |
- |
3555.000 |
20240315 |
2 |
77 |
| CFFEX.IF2404 |
-0.004860 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3555.000 |
20240419 |
25 |
77 |
| CFFEX.IF2406 |
-0.004860 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3555.000 |
20240621 |
66 |
77 |
| CFFEX.IF2409 |
-0.004860 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3555.000 |
20240920 |
129 |
77 |
| CFFEX.IH2402 |
-0.003010 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2420.290 |
20240216 |
0 |
77 |
| CFFEX.IH2403 |
-0.003010 |
- |
- |
- |
- |
- |
- |
- |
2433.8 |
- |
2420.290 |
20240315 |
2 |
77 |
| CFFEX.IH2404 |
-0.003010 |
- |
- |
- |
- |
- |
- |
- |
2428.2 |
- |
2420.290 |
20240419 |
25 |
77 |
| CFFEX.IH2406 |
-0.003010 |
-0.003312 |
0.000302 |
-0.005408 |
-0.000082 |
-0.019831 |
- |
2407.2 |
2415.2 |
- |
2420.290 |
20240621 |
66 |
77 |
| CFFEX.IH2409 |
-0.003010 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2420.290 |
20240920 |
129 |
77 |